Xu Ruilong

update JoeKuoD6initializers

8

In fact, `JoeKuoD5initializers` and `JoeKuoD7initializers` can contain 21200 direction numbers now, just as `JoeKuoD6initializers`. See BTW, 1. the comments (`// maxTabulated=1799`) for `JoeKuoD6` is wrong, it should be `// maxTabulated=21200`....

The cash flows of FloatingRateBond are different from my expectation

3

If the curve is flat. ```python import QuantLib as ql import prettytable as pt from datetime import date print(ql.__version__) ''' 1.19 ''' today = ql.Date(28, ql.July, 2020) ql.Settings.instance().evaluationDate = today...

getCallerAddress and operToScalar in setSessionId

4

I am working on QuantLibAddin1.22 now. When I use `QL_ENABLE_SESSIONS`, the compiler tells me there are no implementations about `getCallerAddress` and `operToScalar`. Can I replace `getCallerAddress` by `callerAddress`? And I...

Is it possible to create Scripting by chaiscript or boost.spirit in C++? Is it a good idea?

I get a confusing mistake in using const reference of AReal

1

**Describe the bug** To get Greeks of exotic options, I'm trying to use xad in Monte Carlo simulation. But I get a confusing mistake in using const reference of `AReal`....

What does rebateIn mean in SuoWangDoubleBarrierEngine?

2

What does rebateIn mean in SuoWangDoubleBarrierEngine?

How to use autodiff with std::complex

1

Can autodiff work with `std::complex`? And how to use? Is there someone shows me an example?